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Ahmet Duran

Personal Details

First Name:Ahmet
Middle Name:
Last Name:Duran
Suffix:
RePEc Short-ID:pdu165
http://umich.edu/~durana

Affiliation

University of Michigan-Ann Arbor

http://www.math.lsa.umich.edu/
USA

Research output

as
Jump to: Articles

Articles

  1. Ahmet Duran & Mahmut Sami Gungor, 2017. "Aviation Fuel Hedging and Firm Value Analysis using Dynamic Panel Data Methodology: Evidence from the U.S. Major Passenger Airlines," International Journal of Business and Economic Sciences Applied Research (IJBESAR), Eastern Macedonia and Thrace Institute of Technology (EMATTECH), Kavala, Greece, vol. 10(3), pages 67-72, September.
  2. Ahmet Duran & Burhaneddin Izgi, 2014. "Comovement and Polarization of Interest Rate and Stock Market in Turkey," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 130-141, March.
  3. Ahmet Duran & Michael Bommarito, 2011. "A profitable trading and risk management strategy despite transaction costs," Quantitative Finance, Taylor & Francis Journals, vol. 11(6), pages 829-848.
  4. Ahmet Duran & Gunduz Caginalp, 2007. "Overreaction diamonds: precursors and aftershocks for significant price changes," Quantitative Finance, Taylor & Francis Journals, vol. 7(3), pages 321-342.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Ahmet Duran & Gunduz Caginalp, 2007. "Overreaction diamonds: precursors and aftershocks for significant price changes," Quantitative Finance, Taylor & Francis Journals, vol. 7(3), pages 321-342.

    Cited by:

    1. Mynhardt, H. R. & Plastun, Alex, 2013. "The Overreaction Hypothesis: The Case of Ukrainian Stock Market," MPRA Paper 58941, University Library of Munich, Germany.
    2. Caginalp, Gunduz & DeSantis, Mark & Sayrak, Akin, 2014. "The nonlinear price dynamics of U.S. equity ETFs," Journal of Econometrics, Elsevier, vol. 183(2), pages 193-201.
    3. Ramiah, Vikash & Xu, Xiaoming & Moosa, Imad A., 2015. "Neoclassical finance, behavioral finance and noise traders: A review and assessment of the literature," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 89-100.

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